optimization

Documentation

Index

• func NelderMead(config NelderMeadConfiguration) []float64
• type NelderMeadConfiguration

Functions

func NelderMead

func NelderMead(config NelderMeadConfiguration) []float64

NelderMead takes a configuration and returns a list of floats that can be plugged into the provided function to converge at the target value.

Types

type NelderMeadConfiguration

type NelderMeadConfiguration struct {
	// Target is the target we are trying to converge
	// to.  Set this to positive or negative infinity
	// to find the min/max.
	Target float64
	// Fn defines the function that Nelder Mead is going
	// to call to determine if it is moving closer
	// to convergence.  In all likelihood, the execution
	// of this function is going to be the bottleneck.
	// The second value returns a bool indicating if the
	// calculated values are "good", that is, that no
	// constraint has been hit.
	Fn func([]float64) (float64, bool)
	// Vars is a guess and will determine what other
	// vertices will be used.  By convention, since
	// this guess will contain as many numbers as the
	// target function requires, the len of Vars determines
	// the dimension of this problem.
	Vars []float64
}

NelderMeadConfiguration is the struct that must be passed into the NelderMead function. This defines the target value, the function to be run, and a guess of the variables.